If you're looking for different software, and want to try something a bit closer to full-on 3D CAD for free, have a look at:
* OnShape
* Autodesk Fusion 360
Both are free, reasonably well-featured constructive modellers, support assemblies, and can export to STL.
While potentially a bit daunting at first if you're not used to them, if you learn how to use these, you're pretty close to having the skills to use full-on CAD packages like Solidworks (call it a skill investment!).
I can't yet vouch for their STL export quality, but I was just saying on another thread how I've never had this issue once with a Solidworks exported STL (the creaters of OnShape have history with Solidworks).
Re walls:
I note you have your wall widths set to 0 (automatic) - perhaps consider setting these explicitly? Given you've got an 0.40mm nozzle, start with them all at the recommended 0.48mm, and adjust from there. Might also be a good opportunity to print a calibration cube (single wall) and check your extrusion is accurate.
Then when you design parts with relatively thin walls (< 2 x [perimeters] * [perimeter_extrusion_width] = 2.88mm), you should stick to a whole multiple of this setting (e.g. 0.48mm, 0.96mm, etc.).
FWIW, with my 0.35mm nozzle, I use 0.50mm perimeters, so the above whole multiples are nice numbers 
SD3. Mk2b + glass, heated enclosure, GT2 belts, direct drive y shaft, linear bearings, bowden-feed E3D v5 w/ 0.9° stepper
Smoothieboard via Octoprint on RPi